Indefinite LQ optimal control with cross term for discrete‐time uncertain systems

DOI10.1002/MMA.5422zbMath1412.49069OpenAlexW2904317571MaRDI QIDQ4633427

Yuanguo Zhu, Yue-fen Chen, Bo Li

Publication date: 2 May 2019

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.5422

zbMATH Keywords

recurrence equationconstrained difference equationdiscrete-time uncertain systemscross termindefinite linear quadratic (LQ) optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games and control (49N70) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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